• C++ Programming for Financial Engineering
    Highly recommended by thousands of MFE students. Covers essential C++ topics with applications to financial engineering.
    Python for Finance with Intro to Data Science
    Gain practical understanding of Python to read, understand, and write professional Python code for your first day on the job. Coming soon.
    An Intuition-Based Options Primer for FE
    Ideal for entry level positions interviews and graduate studies, specializing in options trading arbitrage and options valuation models.

KTD - Kth to Deafult Swap Pricing with R

Eugenio De Maio

New Member
Hi All,
I am struggling with a pricing model to evaluate a KTD based on MC simulations.
I have a project coded in VB but I want to code in R and the results I have are different from what I have in Excel.
Can I ask please to anyone a tip or help how to code it correctly ?
Many Thanks

Eugenio
 
Top